CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 04-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
357.7 |
358.2 |
0.5 |
0.1% |
370.2 |
High |
363.1 |
361.2 |
-1.9 |
-0.5% |
373.5 |
Low |
357.7 |
358.2 |
0.5 |
0.1% |
356.4 |
Close |
363.1 |
360.0 |
-3.1 |
-0.9% |
360.0 |
Range |
5.4 |
3.0 |
-2.4 |
-44.4% |
17.1 |
ATR |
3.6 |
3.7 |
0.1 |
2.6% |
0.0 |
Volume |
234 |
81 |
-153 |
-65.4% |
584 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
368.8 |
367.4 |
361.7 |
|
R3 |
365.8 |
364.4 |
360.8 |
|
R2 |
362.8 |
362.8 |
360.6 |
|
R1 |
361.4 |
361.4 |
360.3 |
362.1 |
PP |
359.8 |
359.8 |
359.8 |
360.2 |
S1 |
358.4 |
358.4 |
359.7 |
359.1 |
S2 |
356.8 |
356.8 |
359.5 |
|
S3 |
353.8 |
355.4 |
359.2 |
|
S4 |
350.8 |
352.4 |
358.4 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414.6 |
404.4 |
369.4 |
|
R3 |
397.5 |
387.3 |
364.7 |
|
R2 |
380.4 |
380.4 |
363.1 |
|
R1 |
370.2 |
370.2 |
361.6 |
366.8 |
PP |
363.3 |
363.3 |
363.3 |
361.6 |
S1 |
353.1 |
353.1 |
358.4 |
349.7 |
S2 |
346.2 |
346.2 |
356.9 |
|
S3 |
329.1 |
336.0 |
355.3 |
|
S4 |
312.0 |
318.9 |
350.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
373.5 |
356.4 |
17.1 |
4.8% |
4.5 |
1.2% |
21% |
False |
False |
128 |
10 |
373.5 |
356.4 |
17.1 |
4.8% |
2.9 |
0.8% |
21% |
False |
False |
68 |
20 |
377.0 |
356.4 |
20.6 |
5.7% |
2.2 |
0.6% |
17% |
False |
False |
62 |
40 |
388.3 |
356.4 |
31.9 |
8.9% |
1.8 |
0.5% |
11% |
False |
False |
40 |
60 |
388.3 |
356.4 |
31.9 |
8.9% |
1.4 |
0.4% |
11% |
False |
False |
27 |
80 |
397.0 |
356.4 |
40.6 |
11.3% |
1.1 |
0.3% |
9% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
374.0 |
2.618 |
369.1 |
1.618 |
366.1 |
1.000 |
364.2 |
0.618 |
363.1 |
HIGH |
361.2 |
0.618 |
360.1 |
0.500 |
359.7 |
0.382 |
359.3 |
LOW |
358.2 |
0.618 |
356.3 |
1.000 |
355.2 |
1.618 |
353.3 |
2.618 |
350.3 |
4.250 |
345.5 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
359.9 |
360.5 |
PP |
359.8 |
360.3 |
S1 |
359.7 |
360.2 |
|